scientific article; zbMATH DE number 1376453

Publication date 14 December 1999

alternating direction method finite difference method Hilbert space linear evolutionary equations positive operator stability

Mathematics Subject Classification ID

Linear differential equations in abstract spaces (34G10) Initial value problems for second-order parabolic equations (35K15) Numerical solutions to equations with linear operators (65J10) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12)

Review text

The author studies the stability of the so-called many-component alternating direction method, a finite difference method for solving linear evolutionary equations \[ u'(t)+ Au(t)= f(t) \] with positive operator \(A\) defined on a dense subset of a Hilbert space. The operator \(A\) admits the representation \(A= A_1+\cdots+ A_p\) with positive operators \(A_i\). Instead of the original problem, the multicomponent problem \[ u_i'(t)+ \sum^p_{j= 1}A_j u_j(t)= f(t),\quad i= 1,\dots, p, \] with \(u_i(t)= u(t)\) is considered and discretized in time by means of a two-layer difference scheme. Under suitable assumptions, each of the computed components converges to the exact solution. The stability w.r.t. the initial value and right-hand side is shown in the norm of the underlying Hilbert space and in the norms induced by \(A_i\). In a second part, elliptic problems are considered.

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